Masimo Stock Market Value
| MASI Stock | USD 165.34 1.67 1.00% |
| Symbol | Masimo |
Masimo Price To Book Ratio
Is Health Care Equipment & Supplies space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Masimo. If investors know Masimo will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Masimo listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.10) | Earnings Share (5.43) | Revenue Per Share | Quarterly Revenue Growth 0.095 | Return On Assets |
The market value of Masimo is measured differently than its book value, which is the value of Masimo that is recorded on the company's balance sheet. Investors also form their own opinion of Masimo's value that differs from its market value or its book value, called intrinsic value, which is Masimo's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Masimo's market value can be influenced by many factors that don't directly affect Masimo's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Masimo's value and its price as these two are different measures arrived at by different means. Investors typically determine if Masimo is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Masimo's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Masimo 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Masimo's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Masimo.
| 03/14/2025 |
| 06/12/2025 |
If you would invest 0.00 in Masimo on March 14, 2025 and sell it all today you would earn a total of 0.00 from holding Masimo or generate 0.0% return on investment in Masimo over 90 days. Masimo is related to or competes with Glaukos Corp, CONMED, LivaNova PLC, Tandem Diabetes, DexCom, Inspire Medical, and Penumbra. Masimo Corporation develops, manufactures, and markets noninvasive monitoring technologies and hospital automation solut... More
Masimo Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Masimo's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Masimo upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.65 | |||
| Information Ratio | 4.0E-4 | |||
| Maximum Drawdown | 21.4 | |||
| Value At Risk | (5.23) | |||
| Potential Upside | 4.4 |
Masimo Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Masimo's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Masimo's standard deviation. In reality, there are many statistical measures that can use Masimo historical prices to predict the future Masimo's volatility.| Risk Adjusted Performance | 0.0392 | |||
| Jensen Alpha | 0.0705 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 3.0E-4 | |||
| Treynor Ratio | (0.32) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Masimo's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Masimo Backtested Returns
Masimo is very steady at the moment. Masimo has Sharpe Ratio of 0.0106, which conveys that the firm had a 0.0106 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Masimo, which you can use to evaluate the volatility of the firm. Please verify Masimo's Mean Deviation of 2.26, downside deviation of 3.65, and Risk Adjusted Performance of 0.0392 to check out if the risk estimate we provide is consistent with the expected return of 0.0362%. The company secures a Beta (Market Risk) of -0.19, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Masimo are expected to decrease at a much lower rate. During the bear market, Masimo is likely to outperform the market. Masimo right now secures a risk of 3.42%. Please verify Masimo potential upside, as well as the relationship between the kurtosis and day typical price , to decide if Masimo will be following its current price movements.
Auto-correlation | 0.21 |
Weak predictability
Masimo has weak predictability. Overlapping area represents the amount of predictability between Masimo time series from 14th of March 2025 to 28th of April 2025 and 28th of April 2025 to 12th of June 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Masimo price movement. The serial correlation of 0.21 indicates that over 21.0% of current Masimo price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.21 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 37.79 |
Masimo lagged returns against current returns
Autocorrelation, which is Masimo stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Masimo's stock expected returns. We can calculate the autocorrelation of Masimo returns to help us make a trade decision. For example, suppose you find that Masimo has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Masimo regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Masimo stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Masimo stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Masimo stock over time.
Current vs Lagged Prices |
| Timeline |
Masimo Lagged Returns
When evaluating Masimo's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Masimo stock have on its future price. Masimo autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Masimo autocorrelation shows the relationship between Masimo stock current value and its past values and can show if there is a momentum factor associated with investing in Masimo.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Masimo offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Masimo's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Masimo Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Masimo Stock:Check out Masimo Correlation, Masimo Volatility and Masimo Alpha and Beta module to complement your research on Masimo. For more detail on how to invest in Masimo Stock please use our How to Invest in Masimo guide.You can also try the Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.
Masimo technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.